In the Yangtze River Delta urban agglomeration, which is the region with the highest urbanization intensity in China, the development of cities leads to changes in land surface temperature (LST), while vegetation phenology varies with LST. To investigate the spatial and temporal changes in vegetation phenology and its response to LST in the study area, this study reconstructed the time series of the enhanced vegetation index (EVI) based on the MODIS EVI product and extracted the vegetation phenology indicators in the study area from 2002 to 2020, including the start of the growing season (SOS), the end of the growing season (EOS), and the growing season length (GSL), and analyzed the temporal–spatial patterns of vegetation phenology and LST in the study area, as well as the correlation between them. The results show that (1) SOS was advanced, EOS was postponed, and GSL was extended in the study area from 2002 to 2020, and there were obvious differences in the vegetation phenology indicators under different land covers and cities; (2) LST was higher in the southeast than in the northwest of the study area from 2002 to 2020, with an increasing trend; and (3) there are differences in the response of vegetation phenology to LST across land covers and cities, and SOS responds differently to LST at different times of the year. EOS shows a significant postponement trend with the annual mean LST increase. Overall, we found differences in vegetation phenology and its response to LST under different land covers and cities, which is important for scholars to understand the response of vegetation phenology to urbanization.